-5.3%
CRS vs RBA
-4.5%
-0.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.6% |
| 7D | +4.4% | +0.6% | +3.8% | +4.2% |
| 30D | -19.1% | +9.0% | -28.1% | -20.1% |
| 3M | -43.2% | +7.2% | -50.4% | -43.6% |
| 6M | -28.9% | -7.8% | -21.1% | -27.5% |
| YTD | -3.0% | -6.4% | +3.4% | -7.3% |
| 1Y | -5.3% | -4.2% | -1.1% | -11.1% |
| All | -5.3% | -4.5% | -0.8% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RBA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling